-37.7%
HIMS vs DFNS
-99.6%
+61.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -18.3% | +22.1% | +4.2% |
| 7D | -9.1% | -27.7% | +18.6% | -8.4% |
| 30D | -10.1% | -58.0% | +47.8% | -8.4% |
| 3M | -17.1% | -94.0% | +76.9% | -12.3% |
| 6M | -2.2% | -94.6% | +92.3% | +5.8% |
| YTD | -17.9% | -99.4% | +81.5% | -2.6% |
| 1Y | -37.7% | -99.6% | +62.0% | -19.7% |
| All | -37.7% | -99.6% | +61.9% | -19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DFNS.
Daily Out/Under-Performance
Portfolio return minus DFNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DFNS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded DFNS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling